EZJ vs. EW

In the year-to-date period, EZJ achieves a 9.85% return, which is significantly higher than EW's 2.19% return. Over the past 10 years, EZJ has underperformed EW with an annualized return of 3.25%, while EW has yielded a comparatively higher 13.90% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra MSCI Japan (EZJ) and Edwards Lifesciences Corporation (EW). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current EZJ Sharpe Ratio is 0.14, which is higher than the EW Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of EZJ and EW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

EZJ's dividend yield for the trailing twelve months is around 1.88%, while EW has not paid dividends to shareholders.

The maximum EZJ drawdown since its inception was -58.63%, which is greater than EW's maximum drawdown of -54.32%. Use the drawdown chart below to compare losses from any high point for EZJ and EW. For additional features, visit the drawdowns tool.

ProShares Ultra MSCI Japan (EZJ) has a higher volatility of 24.28% compared to Edwards Lifesciences Corporation (EW) at 11.39%. This indicates that EZJ's price experiences larger fluctuations and is considered to be riskier than EW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.